#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Math/Optimization/CostFunction.h>
#pragma unmanaged 
#include <ql\math\optimization\projectedcostfunction.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Math;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Math { namespace Optimization {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IProjectedCostFunction
	public ref class CProjectedCostFunction : 
            public CCostFunction,
            public Cephei::QL::Math::Optimization::IProjectedCostFunction
	{
	protected: 
		boost::shared_ptr<QuantLib::ProjectedCostFunction>* _ppProjectedCostFunction;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ProjectedCostFunction>* _phProjectedCostFunction;
#endif
		Object^ _ProjectedCostFunctionOwner;     // reference to object that manages the storage for this object
	internal:
		CProjectedCostFunction (Cephei::QL::Math::Optimization::ICostFunction^ costFunction, Cephei::QL::Math::IArray^ parametersValues, Cephei::IVector<Boolean>^ parametersFreedoms);
        CProjectedCostFunction (boost::shared_ptr<QuantLib::ProjectedCostFunction>& childNative, Object^ owner);
        CProjectedCostFunction (QuantLib::ProjectedCostFunction& childNative, Object^ owner);
        CProjectedCostFunction (CProjectedCostFunction^ copy);
        CProjectedCostFunction (System::Type^ t);
#ifdef STRUCT
        CProjectedCostFunction (QuantLib::ProjectedCostFunction childNative);
#endif       
#ifdef HANDLE
		CProjectedCostFunction (QuantLib::Handle<QuantLib::ProjectedCostFunction>& childNative, Object^ owner);
		CProjectedCostFunction (QuantLib::Handle<QuantLib::ProjectedCostFunction> childNative);
#endif
		virtual ~CProjectedCostFunction ();
		!CProjectedCostFunction ();

	internal:
		QuantLib::ProjectedCostFunction& GetReference ();
		boost::shared_ptr<QuantLib::ProjectedCostFunction>& GetShared ();
		QuantLib::ProjectedCostFunction* GetPointer ();
        void SetProjectedCostFunction (boost::shared_ptr<QuantLib::ProjectedCostFunction> native)
        {
            if (_ppProjectedCostFunction != NULL)
                delete _ppProjectedCostFunction;
            _ppProjectedCostFunction = new boost::shared_ptr<QuantLib::ProjectedCostFunction> (native);
            SetCostFunction (boost::dynamic_pointer_cast<QuantLib::CostFunction> (*_ppProjectedCostFunction));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ProjectedCostFunction>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double Value (Cephei::QL::Math::IArray^ freeParameters) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CProjectedCostFunction_Factory : public System::MarshalByRefObject,  public IProjectedCostFunction_Factory
	{
	public:
        virtual IProjectedCostFunction^ Create (Cephei::QL::Math::Optimization::ICostFunction^ costFunction, Cephei::QL::Math::IArray^ parametersValues, Cephei::IVector<Boolean>^ parametersFreedoms);
    };
   
/*Cephei*/ } /*QL*/ } /*Math*/ } /*Optimization */}
